Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 5 304 1 8 22 1,489
A complementary test for ADF test with an application to the exchange rates returns 0 0 1 226 0 4 15 1,252
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 1 32 0 3 7 102
An overview on various ways of bootstrap methods 0 0 1 1 0 1 7 7
Are Asian Real Exchange Rates Stationary? 0 0 0 408 1 4 6 1,014
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 192 0 0 3 578
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 3 6 904 2 9 24 2,541
Calendar anomalies in the Malaysian stock market 0 1 6 347 1 3 22 1,068
Day-of-the-week effects in selected East Asian stock markets 0 0 3 188 0 8 17 553
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 1 58 1 1 14 163
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 1 3 8 96 2 8 29 302
Early warning indicator of economic vulnerability 0 0 14 119 0 3 31 198
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 2 9 334
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 0 0 7 727
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 1 9 38 2,232 7 29 110 7,461
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 305 0 1 8 1,606
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 5 281 3 13 21 1,220
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 6 1,663 4 5 17 4,364
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 2 10 1,206 0 7 38 3,281
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 5 8 44 3,037 8 30 142 10,824
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 3 99 1 2 14 224
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 1 420 0 1 7 1,347
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 8 39 220 6 27 212 1,060
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 0 97 0 6 17 548
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 476 1 2 13 1,503
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 1 3 6 896
Income convergence: fresh evidence from the Nordic countries 0 0 0 47 0 0 7 147
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 2 91 1 3 12 271
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 1 574 0 1 4 2,155
Is Money Neutral In Stock Market? The Case of Malaysia 1 3 14 78 1 3 25 207
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 77 0 6 14 216
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 0 6 85
Linearity and stationarity of South Asian real exchange rates 0 1 2 99 0 3 12 272
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 1 6 85 0 6 19 239
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 2 16 38 3 10 75 205
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 3 7 20 211 3 11 45 540
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 2 2 7 129 3 4 14 319
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 203 1 3 9 500
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 3 484 0 1 13 1,096
On Autoregressive Order Selection Criteria 0 1 2 599 1 2 12 1,662
On Singaporean Dollar and Purchasing Power Parity 1 1 1 96 2 5 8 550
On Singaporean Dollar and Purchasing Power Parity 0 0 1 238 1 4 12 1,550
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 1 1 2 169 2 8 40 1,686
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 270 0 1 8 1,864
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 5 58 0 5 14 202
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 2 12 0 2 8 56
Real interest rate parity: evidence from East Asian economies relative to China 0 0 4 184 1 4 17 599
Real interest rates equalization: The case of Malaysia and Singapore 0 0 1 206 1 2 14 1,029
Revisiting the Performance of MACD and RSI Oscillators 0 4 15 35 0 7 31 92
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 4 23 114 1 9 45 340
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 7 17 120 3 17 57 429
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 0 3 713
Testing nonlinear convergence in Malaysia,1965-2003 1 1 3 65 1 3 9 170
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 4 406 0 2 17 1,433
The Predictability of ASEAN-5 Exchange Rates 0 0 0 362 2 4 10 1,037
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 299 0 1 3 776
The real interest rate differential: international evidence based on nonlinear unit root tests 1 1 1 170 2 2 9 693
Time series modelling and forecasting of Sarawak black pepper price 0 2 6 166 2 9 37 836
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 3 7 232
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 2 11 1,599 10 22 66 7,532
Total Working Papers 20 77 370 20,878 80 343 1,500 74,395


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 6 73 1 2 15 223
Applied International Business Conference 2008 0 0 0 0 1 2 5 17
Are Asian real exchange rates stationary? 0 0 2 128 0 4 11 414
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 0 12 82 2 7 35 211
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 2 6 286
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 1 1 2 30 1 5 15 95
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 24 0 4 20 169
Day-of-the-week effects in Selected East Asian stock markets 0 0 5 19 1 4 17 78
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 12 12 3 6 44 44
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 4 4 0 1 22 22
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 2 34 0 0 9 79
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 1 2 14 66
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 7 0 0 5 33
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 8 0 2 14 64
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 220 0 1 14 715
Impact of foreign direct investment volatility on economic growth of asean-5 countries 5 12 49 355 14 27 126 865
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 2 8 0 5 10 45
Income convergence: fresh evidence from the Nordic countries 0 0 0 15 0 0 5 71
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 2 9 25 562
International Conference in Economics and Finance 2005 (ICEF 2005) 0 2 4 4 3 7 14 27
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 1 5 84 0 4 18 307
Is money neutral in stock market? The case of Malaysia 1 7 18 101 5 15 54 310
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 1 5 70 3 8 19 162
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 3 42 1 2 12 161
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 2 2 7 113
Linearity and stationarity of G7 government bond returns 0 0 1 42 0 0 4 136
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 1 24 0 2 4 95
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 5 21 678
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 4 9 66 1 7 19 154
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 3 18 257
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 1 21 3 5 12 94
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 8 0 0 5 45
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 3 20 343
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 0 1 10 309
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 1 4 45 1 4 15 128
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 31 0 0 4 148
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 1 8 332
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 3 4 36 0 3 9 121
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 1 2 5 110 1 3 12 277
Revisiting the Performance of MACD and RSI Oscillators 0 3 10 60 4 18 47 204
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 0 1 5 13
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 0 3 5 210
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 1 4 11 26 1 5 25 70
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 1 1 3 136 1 1 10 602
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 2 3 11 178
Which Lag Length Selection Criteria Should We Employ? 27 65 278 629 82 239 1,010 2,670
Total Journal Articles 39 108 463 2,763 139 428 1,810 12,203


Statistics updated 2017-02-02